Baking multiple objects to keyframes resets their orientation by their origins
I found the answer.


First, the steps that caused the problem:

After breaking the object using the cell fracture addon, I needed the physics of all the 700 pieces to be driven by an animation (they where parented to a cube which has keyframes to make everything "fall" in one piece).
Then I keyframed the physics of one piece (1), but there where like 700 objects that I wanted to have that same behavior so to copy those keyframes I read that I just needed to link the animation data as I did (2).
How I found the problem:

An action was shared linked by 757 objects (3).
Solution:

So I selected my group of pieces, hit U to unlink the animation data (4) and then I baked the animation and everythig was almost fine. I didn't knew why but I simply had to unparent all the shards.